Historical rule simulator
Backtest: After a New 30-Day High
Simulates one mechanical rule — buy after a new 30-day high, hold a fixed number of days, then exit — using only this site's own historical occurrence data. Only one position is held at a time; signals that fire while already in a trade are skipped and shown below.
Rule results for Chainlink
9 historical signal(s) detected for Chainlink; 8 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2026-01-11 | 2026-01-18 | $14.0941 | $13.7355 | -2.54% | 97.46 |
| 2026-03-08 | 2026-03-15 | $10.1586 | $10.2835 | +1.23% | 98.65 |
| 2026-03-15 | 2026-03-22 | $10.2835 | $10.0024 | -2.73% | 95.96 |
| 2026-05-06 | 2026-05-13 | $9.7659 | $10.2808 | +5.27% | 101.02 |
| 2026-07-15 | 2026-07-22 | $8.3387 | $8.6503 | +3.74% | 104.79 |
| 2026-07-27 | 2026-08-03 | $8.8170 | $8.3742 | -5.02% | 99.53 |
| 2026-08-14 | 2026-08-21 | $8.8793 | $10.6887 | +20.38% | 119.81 |
| 2026-09-06 | 2026-09-13 | $12.0475 | $11.5020 | -4.53% | 114.39 |
How this backtest works
Every trade uses the same independent-episode detection and forward-return data as the full study page. A trade is entered on the day a signal triggers and exited exactly 7 days later at the historical close; a new signal is ignored while a trade is still open, so the trade count below is always less than or equal to the number of raw signals. Returns compound sequentially starting from a hypothetical $100.
View the full study for Chainlink · Read the full methodology